I wish I could say Planescape Torment but for some reason I just couldn't get into it. I think it has something to do with being unable to create my 'own' character. I know you could play the guy however you wanted to but I just couldn't get attached to him. That said, I loved the setting and I can still appreciate it as a really good game even if I never completed it.
I'd have to say that in first place for me is the entire Baldur's Gate saga. Playing a level one character from The Iron Throne right through Shadows of Amn and into Throne of Bhaal? Epic. You go from a lost peasant to practically being a God. Oh, and even with age the graphics are still beautiful and the characters are very memorable.
Dragon Age comes as a close second. It's probably the nostalgia that is keeping Baldur's Gate above it, to be honest, because Dragon Age did pretty much everything that I loved about Baldur's Gate. I just found the over all plot a little weak (though I suspect that's because it's designed with future Dragon Age games to come in mind).
In third place the Mass Effect games deserve a mention. As with Planescape Torment I couldn't get quite as attached to Commander Shepard as I would have liked to but I still very much enjoy the games; they're well worth a play. Very atmospheric.
Lastly, a quick nod to IceWind Dale 1 and 2. Whilst they didn't have the same party interaction that tend to make me addicted to the other games, I could easily get around that with well written fan mods and the settings, soundtracks and atmosphere were incredible. It brings the Frozen North to life. Just like with Baldur's Gate, it ages really well.